A delta greek that measures the sensitivity of delta (of an option position) to changes in time. In other words,...
A second-order greek that measures the instantaneous rate of change of an option’s delta with respect to the passage of...
A second-order Greek is a second-order derivative of the option value with respect to some variable. Equivalently, it is the...
A second-order Greek is a second-order derivative of the option value with respect to some variable. Equivalently, it is the...
A second-order greek that measures the instantaneous rate of change of an option’s delta with respect to the passage of time. In other words,...
A second-order greek that measures the instantaneous rate of change of an option’s delta with respect to the passage of...